Why does Fluttershy look embarrassed when Rainbow realizes that she sleeps in the nude? Ponies don't traditionally wear clothes unless they're going to the Grand Galloping Gala or something of equal importance, so wouldn't Rainbow expect that? There are only two possible explanations.

1) The writer figured it was a funny little gag.

or

2) This Fic.

Twilight Sparkle wakes up to an unexpected thought, and now she just wants it to go away. The idea is embarrassing enough: an erotic liaison between herself and Princess Luna. But Twilight's problem runs deeper. She can't ignore this idea, however much she tries. She decides to write it out as a story, to clear the thing from her mind. Now she needs to finish her story quickly – because if she falls asleep before it's done, the Princess of Dreams will get to see that idea for herself.
— Featured on Equestria Daily and Equestria After Dark

After becoming an alicorn princess, Twilight receives a new pair of wings. Celestia and Luna comfort her in their own way before her coronation. What they should've done was teach her how to hide her arousal.

This story was written in the midst of the "alicorn Twilight" hysteria which permeated the brony fandom in the weeks leading up to the season three finale.